+3,200.6%
ITW vs AEIS
+2,610.7%
+589.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | -1.9% | +6.5% | -8.4% | -2.8% |
| 30D | -10.4% | -9.2% | -1.2% | -9.3% |
| 3M | +3.5% | -8.3% | +11.9% | +3.5% |
| 6M | -3.4% | -6.3% | +3.0% | -4.3% |
| YTD | +8.5% | +36.5% | -28.0% | +1.3% |
| 1Y | +3.2% | +84.8% | -81.5% | -8.4% |
| 3Y | +18.9% | +176.6% | -157.7% | -2.4% |
| 5Y | +35.0% | +237.1% | -202.1% | +6.7% |
| 10Y | +188.6% | +554.7% | -366.0% | +100.3% |
| All | +3,200.6% | +2,610.7% | +589.9% | +1,562.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling